开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

YaYa · 2019年12月28日

问一道题:NO.PZ2018062003000213 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

英文的和中文的解析,1➕r的分子分母相反。哪个是对的,英文对吧?美金在分子

1 个答案

源_品职助教 · 2019年12月30日

嗨,努力学习的PZer你好:


英文是对的,美金在分子。


-------------------------------
加油吧,让我们一起遇见更好的自己!


  • 1

    回答
  • 0

    关注
  • 392

    浏览
相关问题

NO.PZ2018062003000213 问题如下 A researreport procea aler inclus the followings tas. The USGspot exchange rate is 0.8465, the 90y Libor rates for the USanthe Gare 1.065% an1.620%. Whiof the following options is the most accurate of the 90-y forwarpoints(the interest rates are on a basis of a 360-y year) in USG? A.–8.9. B.–12. C.12. B is correct.FUSGBP=S(USGBP)(1+iUS/(1+iGBP)=0.8465[(1+0.01065(90/360)]/[1+0.01620(90/360)]=0.8465*0.9986=0.8453The forwarpoints are 10000 × (F – S) = 10000 × (0.8453 – 0.8465) = 10000 × (–0.0012) = –12.考点ForwarPremium anscount解析第一步,先算得远期汇率水平0.8453F = 0.8465[(1+0.01065(90/360)]/[1+0.01620(90/360)]=0.8465*0.9986=0.8453第二步,计算forwarpoints 10000 × (F – S) = 10000 × (0.8453 – 0.8465) = 10000 × (–0.0012) = –12. 可否理解为持有期为90天的拆借利率,即年利率已经*90/360,不必再算?

2023-05-08 15:29 1 · 回答

NO.PZ2018062003000213 问题如下 A researreport procea aler inclus the followings tas. The USGspot exchange rate is 0.8465, the 90y Libor rates for the USanthe Gare 1.065% an1.620%. Whiof the following options is the most accurate of the 90-y forwarpoints(the interest rates are on a basis of a 360-y year) in USG? A.–8.9. B.–12. C.12. B is correct.FUSGBP=S(USGBP)(1+iUS/(1+iGBP)=0.8465[(1+0.01065(90/360)]/[1+0.01620(90/360)]=0.8465*0.9986=0.8453The forwarpoints are 10000 × (F – S) = 10000 × (0.8453 – 0.8465) = 10000 × (–0.0012) = –12.考点ForwarPremium anscount解析第一步,先算得远期汇率水平0.8453F = 0.8465[(1+0.01065(90/360)]/[1+0.01620(90/360)]=0.8465*0.9986=0.8453第二步,计算forwarpoints 10000 × (F – S) = 10000 × (0.8453 – 0.8465) = 10000 × (–0.0012) = –12. 如题

2022-12-06 23:37 1 · 回答

NO.PZ2018062003000213问题如下A researreport procea aler inclus the followings tas. The USGspot exchange rate is 0.8465, the 90y Libor rates for the USanthe Gare 1.065% an1.620%. Whiof the following options is the most accurate of the 90-y forwarpoints(the interest rates are on a basis of a 360-y year) in USG?A.–8.9.B.–12.C.12. B is correct.FUSGBP=S(USGBP)(1+iUS/(1+iGBP)=0.8465[(1+0.01065(90/360)]/[1+0.01620(90/360)]=0.8465*0.9986=0.8453The forwarpoints are 10000 × (F – S) = 10000 × (0.8453 – 0.8465) = 10000 × (–0.0012) = –12.考点ForwarPremium anscount解析第一步,先算得远期汇率水平0.8453F = 0.8465[(1+0.01065(90/360)]/[1+0.01620(90/360)]=0.8465*0.9986=0.8453第二步,计算forwarpoints 10000 × (F – S) = 10000 × (0.8453 – 0.8465) = 10000 × (–0.0012) = –12. 请问这个forwarpoints如何理解?

2022-12-03 23:25 1 · 回答

NO.PZ2018062003000213 问题如下 A researreport procea aler inclus the followings tas. The USGspot exchange rate is 0.8465, the 90y Libor rates for the USanthe Gare 1.065% an1.620%. Whiof the following options is the most accurate of the 90-y forwarpoints(the interest rates are on a basis of a 360-y year) in USG? A.–8.9. B.–12. C.12. B is correct.FUSGBP=S(USGBP)(1+iUS/(1+iGBP)=0.8465[(1+0.01065(90/360)]/[1+0.01620(90/360)]=0.8465*0.9986=0.8453The forwarpoints are 10000 × (F – S) = 10000 × (0.8453 – 0.8465) = 10000 × (–0.0012) = –12.考点ForwarPremium anscount解析第一步,先算得远期汇率水平0.8453F = 0.8465[(1+0.01065(90/360)]/[1+0.01620(90/360)]=0.8465*0.9986=0.8453第二步,计算forwarpoints 10000 × (F – S) = 10000 × (0.8453 – 0.8465) = 10000 × (–0.0012) = –12. 先算得远期汇率水平F = 0.8465[(1+0.01065(90/360)]/[1+0.01620(90/360)]=0.8465*0.9986=0.8453解析里面是这样算的,请问为啥不是(1+0.01065)*(90/360)呢

2022-10-12 20:30 1 · 回答

NO.PZ2018062003000213 问题如下 A researreport procea aler inclus the followings tas. The USGspot exchange rate is 0.8465, the 90y Libor rates for the USanthe Gare 1.065% an1.620%. Whiof the following options is the most accurate of the 90-y forwarpoints(the interest rates are on a basis of a 360-y year) in USG? A.–8.9. B.–12. C.12. B is correct.FUSGBP=S(USGBP)(1+iUS/(1+iGBP)=0.8465[(1+0.01065(90/360)]/[1+0.01620(90/360)]=0.8465*0.9986=0.8453The forwarpoints are 10000 × (F – S) = 10000 × (0.8453 – 0.8465) = 10000 × (–0.0012) = –12.考点ForwarPremium anscount解析第一步,先算得远期汇率水平0.8453F = 0.8465[(1+0.01065(90/360)]/[1+0.01620(90/360)]=0.8465*0.9986=0.8453第二步,计算forwarpoints 10000 × (F – S) = 10000 × (0.8453 – 0.8465) = 10000 × (–0.0012) = –12. 关于FORWARPOINT是不是题目中给定了F或者S来确定FORWARPOINT 到底是乘以100还是10000比如给定F是0.8765那算出来的差额就是乘以10000比如给定F是87.65那就乘以100?

2022-06-05 23:21 1 · 回答